NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 28-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
66.65 |
67.58 |
0.93 |
1.4% |
62.64 |
High |
68.35 |
68.38 |
0.03 |
0.0% |
65.78 |
Low |
66.65 |
67.52 |
0.87 |
1.3% |
62.16 |
Close |
68.04 |
68.15 |
0.11 |
0.2% |
65.56 |
Range |
1.70 |
0.86 |
-0.84 |
-49.4% |
3.62 |
ATR |
1.43 |
1.39 |
-0.04 |
-2.8% |
0.00 |
Volume |
34,730 |
35,960 |
1,230 |
3.5% |
132,888 |
|
Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.60 |
70.23 |
68.62 |
|
R3 |
69.74 |
69.37 |
68.39 |
|
R2 |
68.88 |
68.88 |
68.31 |
|
R1 |
68.51 |
68.51 |
68.23 |
68.70 |
PP |
68.02 |
68.02 |
68.02 |
68.11 |
S1 |
67.65 |
67.65 |
68.07 |
67.84 |
S2 |
67.16 |
67.16 |
67.99 |
|
S3 |
66.30 |
66.79 |
67.91 |
|
S4 |
65.44 |
65.93 |
67.68 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.36 |
74.08 |
67.55 |
|
R3 |
71.74 |
70.46 |
66.56 |
|
R2 |
68.12 |
68.12 |
66.22 |
|
R1 |
66.84 |
66.84 |
65.89 |
67.48 |
PP |
64.50 |
64.50 |
64.50 |
64.82 |
S1 |
63.22 |
63.22 |
65.23 |
63.86 |
S2 |
60.88 |
60.88 |
64.90 |
|
S3 |
57.26 |
59.60 |
64.56 |
|
S4 |
53.64 |
55.98 |
63.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.38 |
63.36 |
5.02 |
7.4% |
1.62 |
2.4% |
95% |
True |
False |
36,351 |
10 |
68.38 |
62.16 |
6.22 |
9.1% |
1.60 |
2.4% |
96% |
True |
False |
28,459 |
20 |
68.38 |
62.16 |
6.22 |
9.1% |
1.33 |
1.9% |
96% |
True |
False |
25,037 |
40 |
70.11 |
62.16 |
7.95 |
11.7% |
1.28 |
1.9% |
75% |
False |
False |
20,165 |
60 |
70.11 |
59.60 |
10.51 |
15.4% |
1.21 |
1.8% |
81% |
False |
False |
17,101 |
80 |
70.11 |
57.09 |
13.02 |
19.1% |
1.19 |
1.7% |
85% |
False |
False |
14,080 |
100 |
70.11 |
54.78 |
15.33 |
22.5% |
1.19 |
1.7% |
87% |
False |
False |
12,097 |
120 |
70.11 |
54.78 |
15.33 |
22.5% |
1.11 |
1.6% |
87% |
False |
False |
11,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.04 |
2.618 |
70.63 |
1.618 |
69.77 |
1.000 |
69.24 |
0.618 |
68.91 |
HIGH |
68.38 |
0.618 |
68.05 |
0.500 |
67.95 |
0.382 |
67.85 |
LOW |
67.52 |
0.618 |
66.99 |
1.000 |
66.66 |
1.618 |
66.13 |
2.618 |
65.27 |
4.250 |
63.87 |
|
|
Fisher Pivots for day following 28-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
68.08 |
67.65 |
PP |
68.02 |
67.15 |
S1 |
67.95 |
66.65 |
|